-24.9%
TSLL vs ASX
+298.6%
-323.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -20.8% | -1.1% | -2.6% |
| 7D | -28.9% | -33.3% | +4.4% | +3.0% |
| 30D | -21.4% | -36.5% | +15.0% | +18.2% |
| 3M | +5.0% | -19.2% | +24.2% | +23.0% |
| 6M | -36.6% | -10.2% | -26.3% | -34.2% |
| YTD | -56.6% | +86.5% | -143.1% | -80.6% |
| 1Y | -60.9% | +89.6% | -150.5% | -82.9% |
| All | -24.9% | +298.6% | -323.5% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ASX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling